PARTIAL UPDATE CONJUGATE GRADIENT ALGORITHMS
FOR ADAPTIVE FILTERING
Bei Xie and Tamal Bose
Wireless @ Virginia Tech, Bradley Department of Electrical and Computer Engineering
Virginia Polytechnic Institute and State University, Blacksburg, VA 24061, U.S.A.
Keywords:
Conjugate gradient adaptive filter, Partial update, Recursive algorithms.
Abstract:
In practice, computational complexity is an important consideration of an adaptive signal processing system.
A well-known approach to controlling computational complexity is applying partial update (PU) adaptive
filters. In this paper, a partial update conjugate gradient (CG) algorithm is employed. Theoretical analyses of
mean and mean-square performance are presented. The simulation results of different PU CG algorithms are
shown. The performance of PU CG algorithms are also compared with PU recursive least squares (RLS) and
PU Euclidean direction search (EDS) algorithms.
1 INTRODUCTION
Adaptive filters play an important role in fields re-
lated to digital signal processing, such as system iden-
tification, noise cancellation, and channel equaliza-
tion. In the real world, the computational complex-
ity of an adaptive filter is an important considera-
tion for applications which need long filters. Usually
least squares algorithms, such as RLS, EDS (Bose,
2004), and CG, have higher computational complex-
ity and give better convergence performance than the
steepest-descent algorithms. Therefore, a tradeoff
must be made between computational complexity and
performance. One option is to use partial update tech-
niques (Do˘ganc¸ay, 2008) to reduce the computational
complexity. The partial update adaptivefilter only up-
dates part of the coefficient vector instead of updating
the entire vector. The theoretical results on the full-
update case may not apply to the partial update case.
Therefore, performance analysis of the partial update
adaptive filter is very meaningful. In the literature,
partial update methods have been applied to several
adaptive filters, such as Least Mean Square (LMS),
Normalized Least Mean Square (NLMS), RLS, EDS,
Affine Projection (AP), Normalized Constant Mod-
ulus Algorithm (NCMA), etc. Most analyses are
based on LMS and its variants (Douglas, 1995), (Dou-
glas, 1997), (Godavarti and Hero III, 2005), (Mayyas,
2005), (Khong and Naylor, 2007), (Wu and Doroslo-
vacki, 2007), (Do˘ganc¸ay, 2008). There are some
analyses for least squares algorithms. In (Naylor
and Khong, 2004), the mean and mean-square per-
formance of the MMax RLS has been analyzed for
white inputs. In (Khong and Naylor, 2007), the track-
ing performance has been analyzed for MMax RLS.
In (Xie and Bose, 2010), the mean and mean-square
performance of PU EDS are studied.
In this paper, partial update techniques are applied
to the CG algorithm. CG solves the same cost func-
tion as the RLS algorithm. It has a fast convergence
rate and can achieve the same mean-square perfor-
mance as RLS at steady state. It has lower compu-
tational complexity when compared with the RLS al-
gorithm. The EDS algorithm is a simplified CG algo-
rithm, and it has lower computational complexity than
the CG algorithm. The basic partial update methods
such as periodic PU, sequential PU, stochastic PU,
and MMax update method, are applied to the CG al-
gorithm. The mean and mean-square performance of
different PU CG are analyzed, and compared with the
full-update CG algorithm. The goal of this paper is
to find one or more PU CG algorithms which can re-
duce the computational complexity while maintaining
good performance. In Section 2, different PU CG al-
gorithms are developed. Theoretical mean and mean-
square analyses of PU CG for white input are given in
Section 3. In Section 4, computer simulation results
are shown. The performance of different PU CG al-
gorithms are compared. The performance of PU CG,
PU RLS, and PU EDS are also compared.
317
Xie B. and Bose T. (2011).
PARTIAL UPDATE CONJUGATE GRADIENT ALGORITHMS FOR ADAPTIVE FILTERING.
In Proceedings of the 1st International Conference on Pervasive and Embedded Computing and Communication Systems, pages 317-323
DOI: 10.5220/0003364103170323
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